Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 0.514128 0.574346 0.641556 0.722670 0.818637 0.929470 1.068498
2025-01-05 0.443194 0.518579 0.608447 0.725104 0.875001 1.064696 1.328931
2025-01-12 0.390593 0.472840 0.575829 0.717267 0.911468 1.176824 1.582316
2025-01-19 0.342214 0.424767 0.531999 0.685751 0.908194 1.231806 1.767058
2025-01-26 0.317092 0.403120 0.518902 0.692149 0.956486 1.367219 2.108162
2025-02-02 0.297104 0.385715 0.508776 0.700159 1.006935 1.514660 2.513809
2025-02-09 0.276259 0.364778 0.490895 0.693414 1.031927 1.623962 2.885253
2025-02-16 0.261191 0.350495 0.480898 0.696952 1.073500 1.770410 3.386642
2025-02-23 0.241687 0.328028 0.456316 0.673699 1.064320 1.818609 3.687425
2025-03-02 0.223019 0.305420 0.429562 0.643748 1.038320 1.827539 3.896697
2025-03-09 0.214098 0.296861 0.423965 0.648887 1.078186 1.982014 4.562699
2025-03-16 0.209996 0.295303 0.429225 0.673277 1.159029 2.247468 5.712921
2025-03-23 0.202797 0.288710 0.426211 0.683440 1.215312 2.478748 6.959026
2025-03-30 0.195518 0.281457 0.421439 0.689704 1.264592 2.709341 8.426929
2025-04-06 0.186987 0.271604 0.411410 0.684701 1.288098 2.879411 9.832296
2025-04-13 0.175457 0.256161 0.390593 0.656395 1.253550 2.874142 10.401588
2025-04-20 0.170295 0.250993 0.387471 0.663167 1.303376 3.140145 12.801533
2025-04-27 0.165690 0.246463 0.385106 0.671159 1.357806 3.443954 16.024544
2025-05-04 0.159447 0.238787 0.376468 0.665050 1.375356 3.631401 18.860600
2025-05-11 0.154939 0.233847 0.372513 0.668539 1.419015 3.933950 23.560623
2025-05-18 0.147466 0.223387 0.357605 0.646658 1.389991 3.947658 25.471883
2025-05-25 0.139646 0.212010 0.340404 0.618384 1.339486 3.861347 26.125094
2025-06-01 0.136414 0.208568 0.338072 0.623272 1.384221 4.191789 33.454518